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Volumn 58, Issue 5, 2011, Pages 471-479

Complexity, concentration and contagion: A comment

Author keywords

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Indexed keywords


EID: 80053573437     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2011.06.001     Document Type: Note
Times cited : (10)

References (12)
  • 1
    • 80053560628 scopus 로고    scopus 로고
    • Bank for International Settlements,. International Convergence of Capital Measurement and Capital Standards: A Revised Framework. Bank for International Settlements, Basel, Switzerland.
    • Bank for International Settlements, 2004. International Convergence of Capital Measurement and Capital Standards: A Revised Framework. Bank for International Settlements, Basel, Switzerland.
    • (2004)
  • 2
    • 80053560369 scopus 로고    scopus 로고
    • Bank for International Settlements, 2011. Basel III: a global regulatory framework for more resilient banks and banking systems
    • Bank for International Settlements, Basel, Switzerland.
    • Bank for International Settlements, 2011. Basel III: a global regulatory framework for more resilient banks and banking systems. Bank for International Settlements, Basel, Switzerland.
  • 3
    • 80053573730 scopus 로고    scopus 로고
    • The tri-party repo market before the 2010 reforms. Federal Reserve Bank of New York Staff Report No. 477, November.
    • Copeland, A., Martin, A., Walker, M., 2010. The tri-party repo market before the 2010 reforms. Federal Reserve Bank of New York Staff Report No. 477, November.
    • (2010)
    • Copeland, A.1    Martin, A.2    Walker, M.3
  • 4
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance, and liquidity
    • Diamond D., Dybvig P. Bank runs, deposit insurance, and liquidity. Journal of Political Economy 1983, 91:401-419.
    • (1983) Journal of Political Economy , vol.91 , pp. 401-419
    • Diamond, D.1    Dybvig, P.2
  • 5
    • 80053575133 scopus 로고    scopus 로고
    • Federal Reserve Bank of New York, Tri-party repo infrastructure reform, May 17.
    • Federal Reserve Bank of New York, 2010. Tri-party repo infrastructure reform, May 17 http://www.newyorkfed.org/banking/nyfrb_triparty_whitepaper.pdf.
    • (2010)
  • 6
    • 80053566612 scopus 로고    scopus 로고
    • The national transportation safety board: a model for systemic risk management
    • Fielding E., Lo A., Yang H. The national transportation safety board: a model for systemic risk management. Journal of Investment Management 2011, 9:18-50.
    • (2011) Journal of Investment Management , vol.9 , pp. 18-50
    • Fielding, E.1    Lo, A.2    Yang, H.3
  • 7
    • 80053568611 scopus 로고    scopus 로고
    • Financial Accounting Standards Board,. Determining Fair Value When the Volume and Level of Activity for the Asset or Liability Have Significantly Decreased and Identifying Transactions That Are Not Orderly. FASB Staff Position No. FAS 157-4, April 9.
    • Financial Accounting Standards Board, 2009. Determining Fair Value When the Volume and Level of Activity for the Asset or Liability Have Significantly Decreased and Identifying Transactions That Are Not Orderly. FASB Staff Position No. FAS 157-4, April 9.
    • (2009)
  • 8
    • 80053562427 scopus 로고    scopus 로고
    • Keynote Address, Measuring Systemic Risk, conference sponsored by the Federal Reserve Bank of Chicago and the Milton Friedman Institute at the University of Chicago.
    • Goldfield, J., 2010. Keynote Address, Measuring Systemic Risk, conference sponsored by the Federal Reserve Bank of Chicago and the Milton Friedman Institute at the University of Chicago.
    • (2010)
    • Goldfield, J.1
  • 10
    • 80053573642 scopus 로고    scopus 로고
    • Payments Risk Committee,. Task Force on Tri-Party Repo Infrastructure: Report, May 17.
    • Payments Risk Committee, 2010. Task Force on Tri-Party Repo Infrastructure: Report, May 17 http://www.newyorkfed.org/prc/report_100517.pdf.
    • (2010)
  • 11
    • 80053570497 scopus 로고    scopus 로고
    • Shadow Banking. Federal Reserve Bank of New York Staff Report No. 458, July.
    • Pozsar, Z., Adrian, T., Ashcraft, A., Boesky, H., 2010. Shadow Banking. Federal Reserve Bank of New York Staff Report No. 458, July.
    • (2010)
    • Pozsar, Z.1    Adrian, T.2    Ashcraft, A.3    Boesky, H.4
  • 12
    • 80053575434 scopus 로고    scopus 로고
    • Centralized Collateral-Not Clearing
    • Risk Professional February, 46-47.
    • Shimko, D., 2010. Centralized Collateral-Not Clearing. Risk Professional February, 46-47.
    • (2010)
    • Shimko, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.